人民币汇率变动对吉林省外贸的影响  

The Impact of RMB Exchange Rate Variability on Foreign Trade of Jilin Province of China

作　　者：项卫星[1] 李珺吉 

机构地区：[1]吉林大学中国国有经济研究中心 [2]吉林大学经济学院,吉林长春130012

出　　处：《东北亚论坛》2009年第3期95-100,共6页Northeast Asia Forum

基　　金：科技部国家软科学研究项目"中美经济关系的失衡与中国经济发展的战略转变"(2006GXQ3D132);吉林大学哲学社会科学研究精品项目"中美经济关系的本质:一个全球化视角的分析"(2006JP08)

摘　　要：自人民币汇率制度改革以来,人民币汇率波动幅度明显增大,并呈现持续升值的势头。受此影响,中国对外贸易的增速明显放慢;而与此同时,吉林省对外贸易却加速增长,异于全国整体情况。通过协整和误差修正模型,对人民币汇率变动和吉林省对外贸易数据进行实证分析,可以发现两者之间的关系。结果显示:在长期,人民币汇率对吉林省出口影响不显著,对进口影响显著;而短期汇率变动对吉林省对外贸易的影响不显著。Since the reform of RMB exchange rate system, volatility of RMB exchange rate has increased significantIy, and RMB exchange rate has appreciated continuously. Affected by this, China＇s foreign trade growth rate slows markedly; while at the same time,Jilin Province has accelerated growth in foreign trade, which has been quite different farm the overall situation of the country. Through cointegration and error corrvction model, this paper analyzes RMB exchange rate variability and Jilin province foreigla trade empirically, and gets the relationship between them. It indicates that ： in long team, RMB exchange rate variability cannot impact exports of Jilin Province signiflcaufly, but the impact can be significant on imports; in short - term, RMB exchange rate variability affects little on Jilin foreign trade.

关 键 词：人民币汇率 变动 波动 对外贸易 吉林省 广义自回归条件异方差模型 协整分析 

分 类 号：F832[经济管理—金融学]